PREVIEW / futures_30min / 2019-03-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-01.parquet
  size:    76 KB
  rows:    2,723

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-03-01 00:00:00	ES	Futures	3037.13	3038.22	3036.32	3037.67	3203.0
2019-03-01 00:30:00	ES	Futures	3037.94	3038.49	3037.4	3037.94	1141.0
2019-03-01 01:00:00	ES	Futures	3037.94	3039.03	3037.4	3038.49	2581.0
2019-03-01 01:30:00	ES	Futures	3038.76	3040.12	3037.94	3039.3	3473.0
2019-03-01 02:00:00	ES	Futures	3039.57	3040.12	3038.76	3039.03	3711.0
2019-03-01 02:30:00	ES	Futures	3038.76	3039.85	3037.4	3039.85	3790.0
2019-03-01 03:00:00	ES	Futures	3039.85	3039.85	3036.59	3037.94	10047.0
2019-03-01 03:30:00	ES	Futures	3037.94	3043.38	3037.67	3042.29	11704.0
2019-03-01 04:00:00	ES	Futures	3042.56	3043.65	3041.75	3043.65	6708.0
2019-03-01 04:30:00	ES	Futures	3043.65	3044.46	3041.75	3042.29	9451.0
2019-03-01 05:00:00	ES	Futures	3042.56	3043.11	3041.75	3042.83	5226.0
2019-03-01 05:30:00	ES	Futures	3042.83	3043.38	3041.2	3042.83	5059.0
2019-03-01 06:00:00	ES	Futures	3042.83	3043.38	3041.75	3042.83	6241.0
2019-03-01 06:30:00	ES	Futures	3043.11	3044.19	3042.83	3043.92	5783.0
2019-03-01 07:00:00	ES	Futures	3043.65	3045.28	3043.11	3043.65	8681.0
2019-03-01 07:30:00	ES	Futures	3043.65	3045.28	3043.38	3044.46	8757.0
2019-03-01 08:00:00	ES	Futures	3044.19	3045.28	3041.48	3042.02	12927.0
2019-03-01 08:30:00	ES	Futures	3042.02	3043.65	3041.48	3042.83	11005.0
2019-03-01 09:00:00	ES	Futures	3042.83	3046.64	3042.29	3046.09	16568.0
2019-03-01 09:30:00	ES	Futures	3045.82	3050.71	3045.55	3049.62	154291.0
2019-03-01 10:00:00	ES	Futures	3049.62	3049.62	3036.32	3038.22	159702.0
2019-03-01 10:30:00	ES	Futures	3038.49	3040.39	3035.77	3039.03	86181.0
2019-03-01 11:00:00	ES	Futures	3039.03	3040.39	3032.78	3034.41	84130.0
2019-03-01 11:30:00	ES	Futures	3034.41	3036.04	3028.17	3031.43	77340.0
2019-03-01 12:00:00	ES	Futures	3031.16	3036.04	3030.61	3035.77	48502.0
2019-03-01 12:30:00	ES	Futures	3035.77	3038.49	3034.41	3037.67	39126.0
2019-03-01 13:00:00	ES	Futures	3037.67	3039.85	3036.86	3037.94	32352.0
2019-03-01 13:30:00	ES	Futures	3037.67	3039.85	3037.67	3038.22	22610.0
2019-03-01 14:00:00	ES	Futures	3038.22	3045.82	3037.67	3045.82	57902.0
2019-03-01 14:30:00	ES	Futures	3045.82	3046.09	3042.83	3044.73	43362.0
2019-03-01 15:00:00	ES	Futures	3044.73	3045.01	3041.75	3043.92	39495.0
2019-03-01 15:30:00	ES	Futures	3043.92	3049.35	3042.56	3046.64	127723.0
2019-03-01 16:00:00	ES	Futures	3046.36	3047.72	3045.28	3047.45	42474.0
2019-03-01 16:30:00	ES	Futures	3047.45	3049.89	3047.45	3049.35	8278.0
2019-03-01 00:00:00	NQ	Futures	8342.01	8349.02	8339.08	8346.1	1390.0
2019-03-01 00:30:00	NQ	Futures	8346.1	8350.19	8344.64	8347.85	835.0
2019-03-01 01:00:00	NQ	Futures	8348.14	8352.52	8347.26	8349.89	987.0
2019-03-01 01:30:00	NQ	Futures	8350.19	8354.28	8347.56	8352.52	1219.0
2019-03-01 02:00:00	NQ	Futures	8352.52	8353.4	8349.02	8349.6	1338.0
2019-03-01 02:30:00	NQ	Futures	8349.6	8351.94	8344.93	8351.06	1429.0
2019-03-01 03:00:00	NQ	Futures	8351.06	8351.36	8342.01	8348.73	3455.0
2019-03-01 03:30:00	NQ	Futures	8348.73	8365.97	8347.85	8363.04	3978.0
2019-03-01 04:00:00	NQ	Futures	8363.04	8365.97	8359.83	8364.8	2571.0
2019-03-01 04:30:00	NQ	Futures	8364.5	8367.72	8358.95	8361.0	2399.0
2019-03-01 05:00:00	NQ	Futures	8360.41	8362.46	8358.37	8359.83	1301.0
2019-03-01 05:30:00	NQ	Futures	8360.12	8361.87	8354.86	8360.71	1488.0
2019-03-01 06:00:00	NQ	Futures	8360.71	8361.58	8356.32	8360.71	1325.0
2019-03-01 06:30:00	NQ	Futures	8361.0	8365.09	8360.12	8363.34	1327.0
2019-03-01 07:00:00	NQ	Futures	8363.04	8365.67	8358.37	8360.41	2013.0
2019-03-01 07:30:00	NQ	Futures	8360.41	8364.8	8358.95	8362.46	4674.0

> showing 50 of 2,723 rows — these rows as CSV

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